Comparison results for reflected jump-diffusions in the orthant with variable reflection directions and stability applications.
Piera, Francisco J. ; Mazumdar, Ravi R.
Electronic Communications in Probability [electronic only], Tome 13 (2008), p. 1886-1908 / Harvested from The Electronic Library of Mathematics
Publié le : 2008-01-01
EUDML-ID : urn:eudml:doc:232094
@article{05636556,
     title = {Comparison results for reflected jump-diffusions in the orthant with variable reflection directions and stability applications.},
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {13},
     year = {2008},
     pages = {1886-1908},
     zbl = {1190.60074},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05636556}
}
Piera, Francisco J.; Mazumdar, Ravi R. Comparison results for reflected jump-diffusions in the orthant with variable reflection directions and stability applications.. Electronic Communications in Probability [electronic only], Tome 13 (2008) pp. 1886-1908. http://gdmltest.u-ga.fr/item/05636556/